RDP 2013-12: Central Counterparty Links and Clearing System Exposures
Equation
Y
i
k
=
E
[
D
i
k
]
=
E
[
max
(
X
i
k
,
0
)
]
MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9 vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamywamaaDa aaleaacaWGPbaabaGaam4Aaaaakiabg2da9mrr1ngBPrwtHrhAYaqe guuDJXwAKbstHrhAGq1DVbacfaaeaaaaaaaaa8qacqWFecFrdaWada qaaiaadseadaqhaaWcbaGaamyAaaqaaiaadUgaaaaakiaawUfacaGL DbaacqGH9aqpcqWFecFrdaWadaqaaiGac2gacaGGHbGaaiiEamaabm aabaGaamiwamaaDaaaleaacaWGPbaabaGaam4AaaaakiaacYcacaaI WaaacaGLOaGaayzkaaaacaGLBbGaayzxaaaaaa@58AF@